New approach for nonseparable dynamic programming problems

DOI10.1007/BF00939451MaRDI QIDQ1117146zbMATH OpenWikidataFDO

Authors Duan Li, Yacov Y. Haimes

Publication date 1990

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

multiobjective dynamic programmingLagrangian multipliersenvelope approachk-th order separabilitynonseparable dynamic problemsseparation strategy

Mathematics Subject Classification ID

Dynamic programming (90C39) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• Extension of dynamic programming to nonseparable dynamic optimization problems
• A class of nonseparable dynamic programming problems
• scientific article; zbMATH DE number 721840
• Multiple objectives and non-separability in stochastic dynamic programming
• Iterative parametric dynamic programming and its application in reliability optimization

Cites work

• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• scientific article; zbMATH DE number 4010155 (Why is no real title available?)
• scientific article; zbMATH DE number 3466802 (Why is no real title available?)
• A class of nonseparable dynamic programming problems
• On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
• On the noninferior index approach to large-scale multi-criteria systems
• Solving Bicriterion Mathematical Programs
• The shortest path problem with two objective functions

Cited in

(14)

• scientific article; zbMATH DE number 4020856 (Why is no real title available?)
• A class of nonseparable dynamic programming problems
• Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems
• scientific article; zbMATH DE number 4033460 (Why is no real title available?)
• scientific article; zbMATH DE number 5199104 (Why is no real title available?)
• Time consistency of the mean-risk problem
• Multiple objectives and non-separability in stochastic dynamic programming
• Adaptive differential dynamic programming for multiobjective optimal control
• Extension of dynamic programming to nonseparable dynamic optimization problems
• scientific article; zbMATH DE number 721840 (Why is no real title available?)
• Hierarchical multiobjective analysis for large-scale systems: Review and current status
• Some new mathematical methods in dynamic programming over infinite horizon
• New results on the relationship between dynamic programming and the maximum principle
• A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation

This page was built for publication: New approach for nonseparable dynamic programming problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1117146)